A spacings-based prediction method for future upper record values is proposed as an alternative to maximum likelihood prediction. For an underlying family of distributions with continuous cumulative distribution functions, the general form of the predictor as a function of the estimator of the...

We consider the problem of estimating R=P(XY) where X and Y have independent exponential distributions with parameters θ and λ respectively and a common location parameter μ. Assuming that there is a prior guess or estimate R <Subscript>0</Subscript>, we develop various shrinkage estimators of R that incorporate...</subscript>

A wide selection of classical and recent tests for exponentiality are discussed and compared. The classical procedures include the statistics of Kolmogorov-Smirnov and Cramér-von Mises, a statistic based on spacings, and a method involving the score function. Among the most recent approaches...

In the two-sample prediction problem, record values from the present sample may be used as predictors of order statistics from a future sample. In this paper, we investigate the nearness of record statistics (upper and lower) to order statistics from a location-scale family of distributions in...